Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 590 936 CHF | 119 187 CHF | 99,27% | 99,27% |
19/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 570 330 CHF | 115 066 CHF | 99,27% | 99,27% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 576 042 CHF | 116 208 CHF | 99,27% | 99,27% |
15/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 587 205 CHF | 118 441 CHF | 99,27% | 99,27% |
14/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 582 974 CHF | 117 595 CHF | 99,27% | 99,27% |
13/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 579 503 CHF | 116 901 CHF | 99,27% | 99,27% |
12/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 588 249 CHF | 118 650 CHF | 99,25% | 99,25% |
11/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 606 963 CHF | 122 393 CHF | 99,27% | 99,27% |
08/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 603 568 CHF | 121 714 CHF | 99,25% | 99,25% |
07/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 595 000 CHF | 120 000 CHF | 1,12% | 1,12% |